Korelasyon Matrisi
fon büyüklüğüne göre en büyük 15 fon arası Pearson korelasyonu (son 1 yıl günlük getiriler). Yüksek pozitif (yeşil) → birlikte hareket ediyor. Negatif (kırmızı) → ters. Düşük korelasyonlu fonlar portföy çeşitlendirmesi için aranır.
| VGA | TP2 | TLY | TI1 | GTL | GRO | GEV | ILH | ONS | PAL | EUZ | AMZ | FPZ | YP4 | DCB | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGA | 1.00 | -0.03 | 0.16 | -0.02 | -0.01 | -0.01 | 0.95 | -0.06 | -0.01 | -0.01 | 0.40 | 0.98 | -0.01 | -0.01 | -0.06 |
| TP2 | -0.03 | 1.00 | -0.08 | 0.99 | 0.99 | -0.25 | -0.03 | 0.99 | -0.24 | -0.27 | -0.12 | -0.03 | -0.25 | -0.25 | 0.99 |
| TLY | 0.16 | -0.08 | 1.00 | -0.06 | -0.06 | 0.02 | 0.14 | -0.08 | 0.02 | 0.02 | 0.05 | 0.13 | 0.02 | 0.02 | -0.08 |
| TI1 | -0.02 | 0.99 | -0.06 | 1.00 | 1.00 | -0.24 | -0.02 | 0.99 | -0.23 | -0.25 | -0.10 | -0.02 | -0.23 | -0.23 | 0.99 |
| GTL | -0.01 | 0.99 | -0.06 | 1.00 | 1.00 | -0.24 | -0.01 | 0.98 | -0.23 | -0.25 | -0.09 | -0.02 | -0.24 | -0.24 | 0.98 |
| GRO | -0.01 | -0.25 | 0.02 | -0.24 | -0.24 | 1.00 | -0.02 | -0.23 | 1.00 | 1.00 | 0.18 | -0.01 | 1.00 | 1.00 | -0.23 |
| GEV | 0.95 | -0.03 | 0.14 | -0.02 | -0.01 | -0.02 | 1.00 | -0.06 | -0.02 | -0.02 | 0.42 | 0.98 | -0.03 | -0.03 | -0.06 |
| ILH | -0.06 | 0.99 | -0.08 | 0.99 | 0.98 | -0.23 | -0.06 | 1.00 | -0.22 | -0.24 | -0.16 | -0.06 | -0.22 | -0.23 | 1.00 |
| ONS | -0.01 | -0.24 | 0.02 | -0.23 | -0.23 | 1.00 | -0.02 | -0.22 | 1.00 | 1.00 | 0.18 | -0.01 | 1.00 | 1.00 | -0.22 |
| PAL | -0.01 | -0.27 | 0.02 | -0.25 | -0.25 | 1.00 | -0.02 | -0.24 | 1.00 | 1.00 | 0.19 | -0.02 | 1.00 | 1.00 | -0.24 |
| EUZ | 0.40 | -0.12 | 0.05 | -0.10 | -0.09 | 0.18 | 0.42 | -0.16 | 0.18 | 0.19 | 1.00 | 0.42 | 0.17 | 0.18 | -0.16 |
| AMZ | 0.98 | -0.03 | 0.13 | -0.02 | -0.02 | -0.01 | 0.98 | -0.06 | -0.01 | -0.02 | 0.42 | 1.00 | -0.02 | -0.02 | -0.06 |
| FPZ | -0.01 | -0.25 | 0.02 | -0.23 | -0.24 | 1.00 | -0.03 | -0.22 | 1.00 | 1.00 | 0.17 | -0.02 | 1.00 | 1.00 | -0.22 |
| YP4 | -0.01 | -0.25 | 0.02 | -0.23 | -0.24 | 1.00 | -0.03 | -0.23 | 1.00 | 1.00 | 0.18 | -0.02 | 1.00 | 1.00 | -0.22 |
| DCB | -0.06 | 0.99 | -0.08 | 0.99 | 0.98 | -0.23 | -0.06 | 1.00 | -0.22 | -0.24 | -0.16 | -0.06 | -0.22 | -0.22 | 1.00 |